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Mathematical Problems in Engineering
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Mathematical Problems in Engineering
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2011
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Article
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Tab 4
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Research Article
Integrating Independent Component Analysis and Principal Component Analysis with Neural Network to Predict Chinese Stock Market
Table 4
Forecasting result of the daily SHCI closing price with three models using Set 1.
MAE
RMSE
Single BP
95.8038
130.2011
0.8723
PCA-BP
84.3123
119.5324
0.9206
ICA-BP
68.5315
90.3209
0.9334